Exchange-grade CLOB matching engine + microstructure analytics in C++20
☆54Apr 6, 2026Updated last week
Alternatives and similar repositories for MicroExchange
Users that are interested in MicroExchange are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Simple and efficient access to Yahoo Finance's screener API for querying and retrieval of financial data.☆18Jan 25, 2026Updated 2 months ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆29Dec 23, 2025Updated 3 months ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Low latency lock free SPSC, SPMC, MPMC Queue and Stack. Fast SpinLock, SeqLock☆10Feb 5, 2024Updated 2 years ago
- MATLAB code for pricing financial derivatives. Uses finite-difference methods to solve a modified version of the Black Scholes equation. …☆12Jun 11, 2018Updated 7 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 6 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Alpha Animals writeups and algorithm for IMC Prosperity 3 (9th Global, 2nd USA, Peak 2nd Global)☆127Apr 26, 2025Updated 11 months ago
- Winter Semester Object Orientated Programming Fundamentals Course☆11Dec 6, 2017Updated 8 years ago
- Daily Generated Relative Strength Stocks Output☆19Updated this week
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆13May 24, 2018Updated 7 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- ☆12Sep 25, 2021Updated 4 years ago
- awesome reinforcement learning for trading domain☆13Nov 5, 2020Updated 5 years ago
- Comprehensive Python Cheatsheet☆11Oct 12, 2022Updated 3 years ago
- 🎸 Guitar Learning Game (PWA) written in Elm☆14Updated this week
- ☆18Jun 25, 2025Updated 9 months ago
- Long-Term Investment in the Beverage Industry☆16Mar 27, 2024Updated 2 years ago
- This code is a version of implement of the essay named Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitati…☆12Mar 15, 2024Updated 2 years ago
- document☆13Sep 1, 2015Updated 10 years ago
- Codes for 'Stationary Activations for Uncertainty Calibration in Deep Learning' (NeurIPS 2020)☆11Oct 20, 2020Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆11Mar 20, 2015Updated 11 years ago
- ☆16Oct 25, 2023Updated 2 years ago
- Python quick reference☆21Nov 14, 2013Updated 12 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- ☆19Apr 17, 2025Updated last year
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- Two-stage financial analysis workflow — executive briefing first, detailed deep dive on request☆40Feb 21, 2026Updated last month
- The classic star trek game, mirrored for convenience☆13Apr 20, 2025Updated 11 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- This is a demonstration on how to query for FREE financial data. Feel free to use my scripts for your use cases!☆11May 23, 2022Updated 3 years ago
- Legacy trading bot/backtester using Backtrader☆17Mar 25, 2026Updated 3 weeks ago
- Code for master thesis project, GANs for Monte Carlo simulation of SDE paths. Also used for paper on arXiv.☆10Mar 7, 2023Updated 3 years ago
- A US equities trading & settlement calendar command-line tool☆12Mar 30, 2022Updated 4 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 3 years ago
- My Leetcode Solutions☆13Sep 2, 2025Updated 7 months ago